this is exactly why it pays to get even a brand new header remilled by a machine shop, I have seen several of the flanges warped, my experience has only been with the one piece cheapo header....
a couple other tips, have the header flange machined at a local machine shop, use studs and nuts for sure, I remember having to cut washers in half to take up the difference in thickness between the header and intake manifold. Cheesy, but it worked. When I do the 2f rebuild in the 55 I will be...
I normally in the past have used 2 paper gaskets with good results on the cheaper headers. IMO, the most important thing is to check and recheck the tightness of the header nuts after install and initial warm up. Some type of locking nut or other will help to make sure they don't back off from...